Do you get a frost?
Last year before the first frost my son and I transplanted a thai pepper plant to a pot and left it in the kitchen window.
It produced peppers on and off all winter. I then replanted it this spring and it has 6 or seven nice peppers on it now.
It will come back in soon along with a few habinaro's that are doing well.
It should be a hot winter
Dan
Peppers are perrenials so you can re-pot it, keep it inside for the winter as a house plant. Then re-plant it outside next spring after all chances of frost have passed, it will be way ahead of any new plants started from seed.
It will probably loose all its leaves but grow new ones. They are very light sensitive, a reduction in light will cause it to shed its leaves , but it won't die. Just hang in there nature will take its course.